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Lindner, Alexander

  1. On Continuity Properties of the Law of Integrals of Lévy Processes
    2006/04/26 by Bertoin, Jean, Lindner, Alexander, Maller, Ross A. · 2 citations
    #60G51 #FOS: Mathematics #Probability (math.PR)
  2. On quasi-infinitely divisible distributions
    2017/01/10 by Lindner, Alexander, Pan, Lei, Sato, Ken-iti · 2 citations
    #60E07 #FOS: Mathematics #Probability (math.PR)
  3. On multivariate quasi-infinitely divisible distributions
    2021/01/07 by Berger, David, Kutlu, Merve, Lindner, Alexander · 2 citations
    #60E07 #FOS: Mathematics #Probability (math.PR)
  4. Properties of stationary distributions of a sequence of generalized Ornstein-Uhlenbeck processes
    2009/09/27 by Lindner, Alexander, Sato, Ken-iti · 1 citation
    #60E07 #60G10 #60G30 #60G51 #FOS: Mathematics #Probability (math.PR)
  5. A central limit theorem for the sample autocorrelations of a Lévy driven continuous time moving average process
    2012/06/14 by Serge Cohen, Alexander Lindner, Cohen, Serge +1 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
  6. On exponential functionals of Levy processes
    2013/01/15 by Anita Behme, Alexander Lindner, Behme, Anita +1 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling #Random Matrices and Applications